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CHSCO vs. CHSCM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHSCO and CHSCM is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

CHSCO vs. CHSCM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CHS Inc. (CHSCO) and CHS Inc. (CHSCM). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
2.11%
3.57%
CHSCO
CHSCM

Key characteristics

Sharpe Ratio

CHSCO:

0.90

CHSCM:

1.05

Sortino Ratio

CHSCO:

1.33

CHSCM:

1.56

Omega Ratio

CHSCO:

1.18

CHSCM:

1.19

Calmar Ratio

CHSCO:

1.76

CHSCM:

1.82

Martin Ratio

CHSCO:

4.34

CHSCM:

3.77

Ulcer Index

CHSCO:

1.98%

CHSCM:

2.04%

Daily Std Dev

CHSCO:

9.53%

CHSCM:

7.29%

Max Drawdown

CHSCO:

-29.21%

CHSCM:

-42.50%

Current Drawdown

CHSCO:

-1.47%

CHSCM:

-2.30%

Fundamentals

PEG Ratio

CHSCO:

0.00

CHSCM:

0.00

Total Revenue (TTM)

CHSCO:

$37.16B

CHSCM:

$37.16B

Gross Profit (TTM)

CHSCO:

$1.62B

CHSCM:

$1.62B

EBITDA (TTM)

CHSCO:

$1.14B

CHSCM:

$1.14B

Returns By Period

In the year-to-date period, CHSCO achieves a -1.22% return, which is significantly lower than CHSCM's 1.33% return. Both investments have delivered pretty close results over the past 10 years, with CHSCO having a 6.88% annualized return and CHSCM not far behind at 6.76%.


CHSCO

YTD

-1.22%

1M

2.02%

6M

2.11%

1Y

8.75%

5Y*

6.66%

10Y*

6.88%

CHSCM

YTD

1.33%

1M

0.60%

6M

3.57%

1Y

7.46%

5Y*

5.20%

10Y*

6.76%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CHSCO vs. CHSCM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHSCO
The Risk-Adjusted Performance Rank of CHSCO is 7676
Overall Rank
The Sharpe Ratio Rank of CHSCO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of CHSCO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of CHSCO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CHSCO is 8888
Calmar Ratio Rank
The Martin Ratio Rank of CHSCO is 8080
Martin Ratio Rank

CHSCM
The Risk-Adjusted Performance Rank of CHSCM is 7878
Overall Rank
The Sharpe Ratio Rank of CHSCM is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of CHSCM is 7373
Sortino Ratio Rank
The Omega Ratio Rank of CHSCM is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CHSCM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of CHSCM is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHSCO vs. CHSCM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCO) and CHS Inc. (CHSCM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CHSCO, currently valued at 0.90, compared to the broader market-2.000.002.004.000.901.05
The chart of Sortino ratio for CHSCO, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.331.56
The chart of Omega ratio for CHSCO, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.19
The chart of Calmar ratio for CHSCO, currently valued at 1.76, compared to the broader market0.002.004.006.001.761.82
The chart of Martin ratio for CHSCO, currently valued at 4.34, compared to the broader market-10.000.0010.0020.0030.004.343.77
CHSCO
CHSCM

The current CHSCO Sharpe Ratio is 0.90, which is comparable to the CHSCM Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of CHSCO and CHSCM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.600.801.001.201.401.601.802.00AugustSeptemberOctoberNovemberDecember2025
0.90
1.05
CHSCO
CHSCM

Dividends

CHSCO vs. CHSCM - Dividend Comparison

CHSCO's dividend yield for the trailing twelve months is around 7.36%, more than CHSCM's 6.72% yield.


TTM20242023202220212020201920182017201620152014
CHSCO
CHS Inc.
7.36%7.27%7.42%7.69%6.92%6.84%7.22%7.66%6.83%6.96%6.83%6.90%
CHSCM
CHS Inc.
6.72%6.81%6.85%7.02%6.09%6.04%6.32%7.02%6.38%6.42%6.30%1.96%

Drawdowns

CHSCO vs. CHSCM - Drawdown Comparison

The maximum CHSCO drawdown since its inception was -29.21%, smaller than the maximum CHSCM drawdown of -42.50%. Use the drawdown chart below to compare losses from any high point for CHSCO and CHSCM. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.47%
-2.30%
CHSCO
CHSCM

Volatility

CHSCO vs. CHSCM - Volatility Comparison

CHS Inc. (CHSCO) has a higher volatility of 3.73% compared to CHS Inc. (CHSCM) at 2.99%. This indicates that CHSCO's price experiences larger fluctuations and is considered to be riskier than CHSCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%AugustSeptemberOctoberNovemberDecember2025
3.73%
2.99%
CHSCO
CHSCM

Financials

CHSCO vs. CHSCM - Financials Comparison

This section allows you to compare key financial metrics between CHS Inc. and CHS Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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